+412.6%
WDC vs ACGL
+2.4%
+410.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.6% | -1.2% |
| 7D | +6.0% | -2.9% | +8.9% | +1.9% |
| 30D | +9.9% | -2.8% | +12.7% | +6.1% |
| 3M | -9.4% | +6.8% | -16.2% | +0.1% |
| 6M | +94.7% | -1.5% | +96.3% | +101.6% |
| YTD | +177.4% | -0.2% | +177.6% | +197.2% |
| 1Y | +412.6% | +5.3% | +407.3% | +474.6% |
| All | +412.6% | +2.4% | +410.2% | +474.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling